scipy 1.16.2__cp314-cp314t-win_arm64.whl

scipy/linalg/_solvers.py

@@ -0,0 +1,862 @@
+"""Matrix equation solver routines"""
+# Author: Jeffrey Armstrong <jeff@approximatrix.com>
+# February 24, 2012
+
+# Modified: Chad Fulton <ChadFulton@gmail.com>
+# June 19, 2014
+
+# Modified: Ilhan Polat <ilhanpolat@gmail.com>
+# September 13, 2016
+
+import warnings
+import numpy as np
+from numpy.linalg import inv, LinAlgError, norm, cond, svd
+
+from scipy._lib._util import _apply_over_batch
+from ._basic import solve, solve_triangular, matrix_balance
+from .lapack import get_lapack_funcs
+from ._decomp_schur import schur
+from ._decomp_lu import lu
+from ._decomp_qr import qr
+from ._decomp_qz import ordqz
+from ._decomp import _asarray_validated
+from ._special_matrices import block_diag
+
+__all__ = ['solve_sylvester',
+           'solve_continuous_lyapunov', 'solve_discrete_lyapunov',
+           'solve_lyapunov',
+           'solve_continuous_are', 'solve_discrete_are']
+
+
+@_apply_over_batch(('a', 2), ('b', 2), ('q', 2))
+def solve_sylvester(a, b, q):
+    """
+    Computes a solution (X) to the Sylvester equation :math:`AX + XB = Q`.
+
+    Parameters
+    ----------
+    a : (M, M) array_like
+        Leading matrix of the Sylvester equation
+    b : (N, N) array_like
+        Trailing matrix of the Sylvester equation
+    q : (M, N) array_like
+        Right-hand side
+
+    Returns
+    -------
+    x : (M, N) ndarray
+        The solution to the Sylvester equation.
+
+    Raises
+    ------
+    LinAlgError
+        If solution was not found
+
+    Notes
+    -----
+    Computes a solution to the Sylvester matrix equation via the Bartels-
+    Stewart algorithm. The A and B matrices first undergo Schur
+    decompositions. The resulting matrices are used to construct an
+    alternative Sylvester equation (``RY + YS^T = F``) where the R and S
+    matrices are in quasi-triangular form (or, when R, S or F are complex,
+    triangular form). The simplified equation is then solved using
+    ``*TRSYL`` from LAPACK directly.
+
+    .. versionadded:: 0.11.0
+
+    Examples
+    --------
+    Given `a`, `b`, and `q` solve for `x`:
+
+    >>> import numpy as np
+    >>> from scipy import linalg
+    >>> a = np.array([[-3, -2, 0], [-1, -1, 3], [3, -5, -1]])
+    >>> b = np.array([[1]])
+    >>> q = np.array([[1],[2],[3]])
+    >>> x = linalg.solve_sylvester(a, b, q)
+    >>> x
+    array([[ 0.0625],
+           [-0.5625],
+           [ 0.6875]])
+    >>> np.allclose(a.dot(x) + x.dot(b), q)
+    True
+
+    """
+    # Accommodate empty a
+    if a.size == 0 or b.size == 0:
+        tdict = {'s': np.float32, 'd': np.float64,
+                 'c': np.complex64, 'z': np.complex128}
+        func, = get_lapack_funcs(('trsyl',), arrays=(a, b, q))
+        return np.empty(q.shape, dtype=tdict[func.typecode])
+
+    # Compute the Schur decomposition form of a
+    r, u = schur(a, output='real')
+
+    # Compute the Schur decomposition of b
+    s, v = schur(b.conj().transpose(), output='real')
+
+    # Construct f = u'*q*v
+    f = np.dot(np.dot(u.conj().transpose(), q), v)
+
+    # Call the Sylvester equation solver
+    trsyl, = get_lapack_funcs(('trsyl',), (r, s, f))
+    if trsyl is None:
+        raise RuntimeError('LAPACK implementation does not contain a proper '
+                           'Sylvester equation solver (TRSYL)')
+    y, scale, info = trsyl(r, s, f, tranb='C')
+
+    y = scale*y
+
+    if info < 0:
+        raise LinAlgError(f"Illegal value encountered in the {-info} term")
+
+    return np.dot(np.dot(u, y), v.conj().transpose())
+
+
+@_apply_over_batch(('a', 2), ('q', 2))
+def solve_continuous_lyapunov(a, q):
+    """
+    Solves the continuous Lyapunov equation :math:`AX + XA^H = Q`.
+
+    Uses the Bartels-Stewart algorithm to find :math:`X`.
+
+    Parameters
+    ----------
+    a : array_like
+        A square matrix
+
+    q : array_like
+        Right-hand side square matrix
+
+    Returns
+    -------
+    x : ndarray
+        Solution to the continuous Lyapunov equation
+
+    See Also
+    --------
+    solve_discrete_lyapunov : computes the solution to the discrete-time
+        Lyapunov equation
+    solve_sylvester : computes the solution to the Sylvester equation
+
+    Notes
+    -----
+    The continuous Lyapunov equation is a special form of the Sylvester
+    equation, hence this solver relies on LAPACK routine ?TRSYL.
+
+    .. versionadded:: 0.11.0
+
+    Examples
+    --------
+    Given `a` and `q` solve for `x`:
+
+    >>> import numpy as np
+    >>> from scipy import linalg
+    >>> a = np.array([[-3, -2, 0], [-1, -1, 0], [0, -5, -1]])
+    >>> b = np.array([2, 4, -1])
+    >>> q = np.eye(3)
+    >>> x = linalg.solve_continuous_lyapunov(a, q)
+    >>> x
+    array([[ -0.75  ,   0.875 ,  -3.75  ],
+           [  0.875 ,  -1.375 ,   5.3125],
+           [ -3.75  ,   5.3125, -27.0625]])
+    >>> np.allclose(a.dot(x) + x.dot(a.T), q)
+    True
+    """
+
+    a = np.atleast_2d(_asarray_validated(a, check_finite=True))
+    q = np.atleast_2d(_asarray_validated(q, check_finite=True))
+
+    r_or_c = float
+
+    for ind, _ in enumerate((a, q)):
+        if np.iscomplexobj(_):
+            r_or_c = complex
+
+        if not np.equal(*_.shape):
+            raise ValueError(f"Matrix {'aq'[ind]} should be square.")
+
+    # Shape consistency check
+    if a.shape != q.shape:
+        raise ValueError("Matrix a and q should have the same shape.")
+
+    # Accommodate empty array
+    if a.size == 0:
+        tdict = {'s': np.float32, 'd': np.float64,
+                 'c': np.complex64, 'z': np.complex128}
+        func, = get_lapack_funcs(('trsyl',), arrays=(a, q))
+        return np.empty(a.shape, dtype=tdict[func.typecode])
+
+    # Compute the Schur decomposition form of a
+    r, u = schur(a, output='real')
+
+    # Construct f = u'*q*u
+    f = u.conj().T.dot(q.dot(u))
+
+    # Call the Sylvester equation solver
+    trsyl = get_lapack_funcs('trsyl', (r, f))
+
+    dtype_string = 'T' if r_or_c is float else 'C'
+    y, scale, info = trsyl(r, r, f, tranb=dtype_string)
+
+    if info < 0:
+        raise ValueError('?TRSYL exited with the internal error '
+                         f'"illegal value in argument number {-info}.". See '
+                         'LAPACK documentation for the ?TRSYL error codes.')
+    elif info == 1:
+        warnings.warn('Input "a" has an eigenvalue pair whose sum is '
+                      'very close to or exactly zero. The solution is '
+                      'obtained via perturbing the coefficients.',
+                      RuntimeWarning, stacklevel=2)
+    y *= scale
+
+    return u.dot(y).dot(u.conj().T)
+
+
+# For backwards compatibility, keep the old name
+solve_lyapunov = solve_continuous_lyapunov
+
+
+def _solve_discrete_lyapunov_direct(a, q):
+    """
+    Solves the discrete Lyapunov equation directly.
+
+    This function is called by the `solve_discrete_lyapunov` function with
+    `method=direct`. It is not supposed to be called directly.
+    """
+
+    lhs = np.kron(a, a.conj())
+    lhs = np.eye(lhs.shape[0]) - lhs
+    x = solve(lhs, q.flatten())
+
+    return np.reshape(x, q.shape)
+
+
+def _solve_discrete_lyapunov_bilinear(a, q):
+    """
+    Solves the discrete Lyapunov equation using a bilinear transformation.
+
+    This function is called by the `solve_discrete_lyapunov` function with
+    `method=bilinear`. It is not supposed to be called directly.
+    """
+    eye = np.eye(a.shape[0])
+    aH = a.conj().transpose()
+    aHI_inv = inv(aH + eye)
+    b = np.dot(aH - eye, aHI_inv)
+    c = 2*np.dot(np.dot(inv(a + eye), q), aHI_inv)
+    return solve_lyapunov(b.conj().transpose(), -c)
+
+
+@_apply_over_batch(('a', 2), ('q', 2))
+def solve_discrete_lyapunov(a, q, method=None):
+    """
+    Solves the discrete Lyapunov equation :math:`AXA^H - X + Q = 0`.
+
+    Parameters
+    ----------
+    a, q : (M, M) array_like
+        Square matrices corresponding to A and Q in the equation
+        above respectively. Must have the same shape.
+
+    method : {'direct', 'bilinear'}, optional
+        Type of solver.
+
+        If not given, chosen to be ``direct`` if ``M`` is less than 10 and
+        ``bilinear`` otherwise.
+
+    Returns
+    -------
+    x : ndarray
+        Solution to the discrete Lyapunov equation
+
+    See Also
+    --------
+    solve_continuous_lyapunov : computes the solution to the continuous-time
+        Lyapunov equation
+
+    Notes
+    -----
+    This section describes the available solvers that can be selected by the
+    'method' parameter. The default method is *direct* if ``M`` is less than 10
+    and ``bilinear`` otherwise.
+
+    Method *direct* uses a direct analytical solution to the discrete Lyapunov
+    equation. The algorithm is given in, for example, [1]_. However, it requires
+    the linear solution of a system with dimension :math:`M^2` so that
+    performance degrades rapidly for even moderately sized matrices.
+
+    Method *bilinear* uses a bilinear transformation to convert the discrete
+    Lyapunov equation to a continuous Lyapunov equation :math:`(BX+XB'=-C)`
+    where :math:`B=(A-I)(A+I)^{-1}` and
+    :math:`C=2(A' + I)^{-1} Q (A + I)^{-1}`. The continuous equation can be
+    efficiently solved since it is a special case of a Sylvester equation.
+    The transformation algorithm is from Popov (1964) as described in [2]_.
+
+    .. versionadded:: 0.11.0
+
+    References
+    ----------
+    .. [1] "Lyapunov equation", Wikipedia,
+       https://en.wikipedia.org/wiki/Lyapunov_equation#Discrete_time
+    .. [2] Gajic, Z., and M.T.J. Qureshi. 2008.
+       Lyapunov Matrix Equation in System Stability and Control.
+       Dover Books on Engineering Series. Dover Publications.
+
+    Examples
+    --------
+    Given `a` and `q` solve for `x`:
+
+    >>> import numpy as np
+    >>> from scipy import linalg
+    >>> a = np.array([[0.2, 0.5],[0.7, -0.9]])
+    >>> q = np.eye(2)
+    >>> x = linalg.solve_discrete_lyapunov(a, q)
+    >>> x
+    array([[ 0.70872893,  1.43518822],
+           [ 1.43518822, -2.4266315 ]])
+    >>> np.allclose(a.dot(x).dot(a.T)-x, -q)
+    True
+
+    """
+    a = np.asarray(a)
+    q = np.asarray(q)
+    if method is None:
+        # Select automatically based on size of matrices
+        if a.shape[0] >= 10:
+            method = 'bilinear'
+        else:
+            method = 'direct'
+
+    meth = method.lower()
+
+    if meth == 'direct':
+        x = _solve_discrete_lyapunov_direct(a, q)
+    elif meth == 'bilinear':
+        x = _solve_discrete_lyapunov_bilinear(a, q)
+    else:
+        raise ValueError(f'Unknown solver {method}')
+
+    return x
+
+
+@_apply_over_batch(('a', 2), ('b', 2), ('q', 2), ('r', 2), ('e', 2), ('s', 2))
+def solve_continuous_are(a, b, q, r, e=None, s=None, balanced=True):
+    r"""
+    Solves the continuous-time algebraic Riccati equation (CARE).
+
+    The CARE is defined as
+
+    .. math::
+
+          X A + A^H X - X B R^{-1} B^H X + Q = 0
+
+    The limitations for a solution to exist are :
+
+        * All eigenvalues of :math:`A` on the right half plane, should be
+          controllable.
+
+        * The associated hamiltonian pencil (See Notes), should have
+          eigenvalues sufficiently away from the imaginary axis.
+
+    Moreover, if ``e`` or ``s`` is not precisely ``None``, then the
+    generalized version of CARE
+
+    .. math::
+
+          E^HXA + A^HXE - (E^HXB + S) R^{-1} (B^HXE + S^H) + Q = 0
+
+    is solved. When omitted, ``e`` is assumed to be the identity and ``s``
+    is assumed to be the zero matrix with sizes compatible with ``a`` and
+    ``b``, respectively.
+
+    Parameters
+    ----------
+    a : (M, M) array_like
+        Square matrix
+    b : (M, N) array_like
+        Input
+    q : (M, M) array_like
+        Input
+    r : (N, N) array_like
+        Nonsingular square matrix
+    e : (M, M) array_like, optional
+        Nonsingular square matrix
+    s : (M, N) array_like, optional
+        Input
+    balanced : bool, optional
+        The boolean that indicates whether a balancing step is performed
+        on the data. The default is set to True.
+
+    Returns
+    -------
+    x : (M, M) ndarray
+        Solution to the continuous-time algebraic Riccati equation.
+
+    Raises
+    ------
+    LinAlgError
+        For cases where the stable subspace of the pencil could not be
+        isolated. See Notes section and the references for details.
+
+    See Also
+    --------
+    solve_discrete_are : Solves the discrete-time algebraic Riccati equation
+
+    Notes
+    -----
+    The equation is solved by forming the extended hamiltonian matrix pencil,
+    as described in [1]_, :math:`H - \lambda J` given by the block matrices ::
+
+        [ A    0    B ]             [ E   0    0 ]
+        [-Q  -A^H  -S ] - \lambda * [ 0  E^H   0 ]
+        [ S^H B^H   R ]             [ 0   0    0 ]
+
+    and using a QZ decomposition method.
+
+    In this algorithm, the fail conditions are linked to the symmetry
+    of the product :math:`U_2 U_1^{-1}` and condition number of
+    :math:`U_1`. Here, :math:`U` is the 2m-by-m matrix that holds the
+    eigenvectors spanning the stable subspace with 2-m rows and partitioned
+    into two m-row matrices. See [1]_ and [2]_ for more details.
+
+    In order to improve the QZ decomposition accuracy, the pencil goes
+    through a balancing step where the sum of absolute values of
+    :math:`H` and :math:`J` entries (after removing the diagonal entries of
+    the sum) is balanced following the recipe given in [3]_.
+
+    .. versionadded:: 0.11.0
+
+    References
+    ----------
+    .. [1]  P. van Dooren , "A Generalized Eigenvalue Approach For Solving
+       Riccati Equations.", SIAM Journal on Scientific and Statistical
+       Computing, Vol.2(2), :doi:`10.1137/0902010`
+
+    .. [2] A.J. Laub, "A Schur Method for Solving Algebraic Riccati
+       Equations.", Massachusetts Institute of Technology. Laboratory for
+       Information and Decision Systems. LIDS-R ; 859. Available online :
+       http://hdl.handle.net/1721.1/1301
+
+    .. [3] P. Benner, "Symplectic Balancing of Hamiltonian Matrices", 2001,
+       SIAM J. Sci. Comput., 2001, Vol.22(5), :doi:`10.1137/S1064827500367993`
+
+    Examples
+    --------
+    Given `a`, `b`, `q`, and `r` solve for `x`:
+
+    >>> import numpy as np
+    >>> from scipy import linalg
+    >>> a = np.array([[4, 3], [-4.5, -3.5]])
+    >>> b = np.array([[1], [-1]])
+    >>> q = np.array([[9, 6], [6, 4.]])
+    >>> r = 1
+    >>> x = linalg.solve_continuous_are(a, b, q, r)
+    >>> x
+    array([[ 21.72792206,  14.48528137],
+           [ 14.48528137,   9.65685425]])
+    >>> np.allclose(a.T.dot(x) + x.dot(a)-x.dot(b).dot(b.T).dot(x), -q)
+    True
+
+    """
+
+    # Validate input arguments
+    a, b, q, r, e, s, m, n, r_or_c, gen_are = _are_validate_args(
+                                                     a, b, q, r, e, s, 'care')
+
+    H = np.empty((2*m+n, 2*m+n), dtype=r_or_c)
+    H[:m, :m] = a
+    H[:m, m:2*m] = 0.
+    H[:m, 2*m:] = b
+    H[m:2*m, :m] = -q
+    H[m:2*m, m:2*m] = -a.conj().T
+    H[m:2*m, 2*m:] = 0. if s is None else -s
+    H[2*m:, :m] = 0. if s is None else s.conj().T
+    H[2*m:, m:2*m] = b.conj().T
+    H[2*m:, 2*m:] = r
+
+    if gen_are and e is not None:
+        J = block_diag(e, e.conj().T, np.zeros_like(r, dtype=r_or_c))
+    else:
+        J = block_diag(np.eye(2*m), np.zeros_like(r, dtype=r_or_c))
+
+    if balanced:
+        # xGEBAL does not remove the diagonals before scaling. Also
+        # to avoid destroying the Symplectic structure, we follow Ref.3
+        M = np.abs(H) + np.abs(J)
+        np.fill_diagonal(M, 0.)
+        _, (sca, _) = matrix_balance(M, separate=1, permute=0)
+        # do we need to bother?
+        if not np.allclose(sca, np.ones_like(sca)):
+            # Now impose diag(D,inv(D)) from Benner where D is
+            # square root of s_i/s_(n+i) for i=0,....
+            sca = np.log2(sca)
+            # NOTE: Py3 uses "Bankers Rounding: round to the nearest even" !!
+            s = np.round((sca[m:2*m] - sca[:m])/2)
+            sca = 2 ** np.r_[s, -s, sca[2*m:]]
+            # Elementwise multiplication via broadcasting.
+            elwisescale = sca[:, None] * np.reciprocal(sca)
+            H *= elwisescale
+            J *= elwisescale
+
+    # Deflate the pencil to 2m x 2m ala Ref.1, eq.(55)
+    q, r = qr(H[:, -n:])
+    H = q[:, n:].conj().T.dot(H[:, :2*m])
+    J = q[:2*m, n:].conj().T.dot(J[:2*m, :2*m])
+
+    # Decide on which output type is needed for QZ
+    out_str = 'real' if r_or_c is float else 'complex'
+
+    _, _, _, _, _, u = ordqz(H, J, sort='lhp', overwrite_a=True,
+                             overwrite_b=True, check_finite=False,
+                             output=out_str)
+
+    # Get the relevant parts of the stable subspace basis
+    if e is not None:
+        u, _ = qr(np.vstack((e.dot(u[:m, :m]), u[m:, :m])))
+    u00 = u[:m, :m]
+    u10 = u[m:, :m]
+
+    # Solve via back-substituion after checking the condition of u00
+    up, ul, uu = lu(u00)
+    if 1/cond(uu) < np.spacing(1.):
+        raise LinAlgError('Failed to find a finite solution.')
+
+    # Exploit the triangular structure
+    x = solve_triangular(ul.conj().T,
+                         solve_triangular(uu.conj().T,
+                                          u10.conj().T,
+                                          lower=True),
+                         unit_diagonal=True,
+                         ).conj().T.dot(up.conj().T)
+    if balanced:
+        x *= sca[:m, None] * sca[:m]
+
+    # Check the deviation from symmetry for lack of success
+    # See proof of Thm.5 item 3 in [2]
+    u_sym = u00.conj().T.dot(u10)
+    n_u_sym = norm(u_sym, 1)
+    u_sym = u_sym - u_sym.conj().T
+    sym_threshold = np.max([np.spacing(1000.), 0.1*n_u_sym])
+
+    if norm(u_sym, 1) > sym_threshold:
+        raise LinAlgError('The associated Hamiltonian pencil has eigenvalues '
+                          'too close to the imaginary axis')
+
+    return (x + x.conj().T)/2
+
+
+@_apply_over_batch(('a', 2), ('b', 2), ('q', 2), ('r', 2), ('e', 2), ('s', 2))
+def solve_discrete_are(a, b, q, r, e=None, s=None, balanced=True):
+    r"""
+    Solves the discrete-time algebraic Riccati equation (DARE).
+
+    The DARE is defined as
+
+    .. math::
+
+          A^HXA - X - (A^HXB) (R + B^HXB)^{-1} (B^HXA) + Q = 0
+
+    The limitations for a solution to exist are :
+
+        * All eigenvalues of :math:`A` outside the unit disc, should be
+          controllable.
+
+        * The associated symplectic pencil (See Notes), should have
+          eigenvalues sufficiently away from the unit circle.
+
+    Moreover, if ``e`` and ``s`` are not both precisely ``None``, then the
+    generalized version of DARE
+
+    .. math::
+
+          A^HXA - E^HXE - (A^HXB+S) (R+B^HXB)^{-1} (B^HXA+S^H) + Q = 0
+
+    is solved. When omitted, ``e`` is assumed to be the identity and ``s``
+    is assumed to be the zero matrix.
+
+    Parameters
+    ----------
+    a : (M, M) array_like
+        Square matrix
+    b : (M, N) array_like
+        Input
+    q : (M, M) array_like
+        Input
+    r : (N, N) array_like
+        Square matrix
+    e : (M, M) array_like, optional
+        Nonsingular square matrix
+    s : (M, N) array_like, optional
+        Input
+    balanced : bool
+        The boolean that indicates whether a balancing step is performed
+        on the data. The default is set to True.
+
+    Returns
+    -------
+    x : (M, M) ndarray
+        Solution to the discrete algebraic Riccati equation.
+
+    Raises
+    ------
+    LinAlgError
+        For cases where the stable subspace of the pencil could not be
+        isolated. See Notes section and the references for details.
+
+    See Also
+    --------
+    solve_continuous_are : Solves the continuous algebraic Riccati equation
+
+    Notes
+    -----
+    The equation is solved by forming the extended symplectic matrix pencil,
+    as described in [1]_, :math:`H - \lambda J` given by the block matrices ::
+
+           [  A   0   B ]             [ E   0   B ]
+           [ -Q  E^H -S ] - \lambda * [ 0  A^H  0 ]
+           [ S^H  0   R ]             [ 0 -B^H  0 ]
+
+    and using a QZ decomposition method.
+
+    In this algorithm, the fail conditions are linked to the symmetry
+    of the product :math:`U_2 U_1^{-1}` and condition number of
+    :math:`U_1`. Here, :math:`U` is the 2m-by-m matrix that holds the
+    eigenvectors spanning the stable subspace with 2-m rows and partitioned
+    into two m-row matrices. See [1]_ and [2]_ for more details.
+
+    In order to improve the QZ decomposition accuracy, the pencil goes
+    through a balancing step where the sum of absolute values of
+    :math:`H` and :math:`J` rows/cols (after removing the diagonal entries)
+    is balanced following the recipe given in [3]_. If the data has small
+    numerical noise, balancing may amplify their effects and some clean up
+    is required.
+
+    .. versionadded:: 0.11.0
+
+    References
+    ----------
+    .. [1]  P. van Dooren , "A Generalized Eigenvalue Approach For Solving
+       Riccati Equations.", SIAM Journal on Scientific and Statistical
+       Computing, Vol.2(2), :doi:`10.1137/0902010`
+
+    .. [2] A.J. Laub, "A Schur Method for Solving Algebraic Riccati
+       Equations.", Massachusetts Institute of Technology. Laboratory for
+       Information and Decision Systems. LIDS-R ; 859. Available online :
+       http://hdl.handle.net/1721.1/1301
+
+    .. [3] P. Benner, "Symplectic Balancing of Hamiltonian Matrices", 2001,
+       SIAM J. Sci. Comput., 2001, Vol.22(5), :doi:`10.1137/S1064827500367993`
+
+    Examples
+    --------
+    Given `a`, `b`, `q`, and `r` solve for `x`:
+
+    >>> import numpy as np
+    >>> from scipy import linalg as la
+    >>> a = np.array([[0, 1], [0, -1]])
+    >>> b = np.array([[1, 0], [2, 1]])
+    >>> q = np.array([[-4, -4], [-4, 7]])
+    >>> r = np.array([[9, 3], [3, 1]])
+    >>> x = la.solve_discrete_are(a, b, q, r)
+    >>> x
+    array([[-4., -4.],
+           [-4.,  7.]])
+    >>> R = la.solve(r + b.T.dot(x).dot(b), b.T.dot(x).dot(a))
+    >>> np.allclose(a.T.dot(x).dot(a) - x - a.T.dot(x).dot(b).dot(R), -q)
+    True
+
+    """
+
+    # Validate input arguments
+    a, b, q, r, e, s, m, n, r_or_c, gen_are = _are_validate_args(
+                                                     a, b, q, r, e, s, 'dare')
+
+    # Form the matrix pencil
+    H = np.zeros((2*m+n, 2*m+n), dtype=r_or_c)
+    H[:m, :m] = a
+    H[:m, 2*m:] = b
+    H[m:2*m, :m] = -q
+    H[m:2*m, m:2*m] = np.eye(m) if e is None else e.conj().T
+    H[m:2*m, 2*m:] = 0. if s is None else -s
+    H[2*m:, :m] = 0. if s is None else s.conj().T
+    H[2*m:, 2*m:] = r
+
+    J = np.zeros_like(H, dtype=r_or_c)
+    J[:m, :m] = np.eye(m) if e is None else e
+    J[m:2*m, m:2*m] = a.conj().T
+    J[2*m:, m:2*m] = -b.conj().T
+
+    if balanced:
+        # xGEBAL does not remove the diagonals before scaling. Also
+        # to avoid destroying the Symplectic structure, we follow Ref.3
+        M = np.abs(H) + np.abs(J)
+        np.fill_diagonal(M, 0.)
+        _, (sca, _) = matrix_balance(M, separate=1, permute=0)
+        # do we need to bother?
+        if not np.allclose(sca, np.ones_like(sca)):
+            # Now impose diag(D,inv(D)) from Benner where D is
+            # square root of s_i/s_(n+i) for i=0,....
+            sca = np.log2(sca)
+            # NOTE: Py3 uses "Bankers Rounding: round to the nearest even" !!
+            s = np.round((sca[m:2*m] - sca[:m])/2)
+            sca = 2 ** np.r_[s, -s, sca[2*m:]]
+            # Elementwise multiplication via broadcasting.
+            elwisescale = sca[:, None] * np.reciprocal(sca)
+            H *= elwisescale
+            J *= elwisescale
+
+    # Deflate the pencil by the R column ala Ref.1
+    q_of_qr, _ = qr(H[:, -n:])
+    H = q_of_qr[:, n:].conj().T.dot(H[:, :2*m])
+    J = q_of_qr[:, n:].conj().T.dot(J[:, :2*m])
+
+    # Decide on which output type is needed for QZ
+    out_str = 'real' if r_or_c is float else 'complex'
+
+    _, _, _, _, _, u = ordqz(H, J, sort='iuc',
+                             overwrite_a=True,
+                             overwrite_b=True,
+                             check_finite=False,
+                             output=out_str)
+
+    # Get the relevant parts of the stable subspace basis
+    if e is not None:
+        u, _ = qr(np.vstack((e.dot(u[:m, :m]), u[m:, :m])))
+    u00 = u[:m, :m]
+    u10 = u[m:, :m]
+
+    # Solve via back-substituion after checking the condition of u00
+    up, ul, uu = lu(u00)
+
+    if 1/cond(uu) < np.spacing(1.):
+        raise LinAlgError('Failed to find a finite solution.')
+
+    # Exploit the triangular structure
+    x = solve_triangular(ul.conj().T,
+                         solve_triangular(uu.conj().T,
+                                          u10.conj().T,
+                                          lower=True),
+                         unit_diagonal=True,
+                         ).conj().T.dot(up.conj().T)
+    if balanced:
+        x *= sca[:m, None] * sca[:m]
+
+    # Check the deviation from symmetry for lack of success
+    # See proof of Thm.5 item 3 in [2]
+    u_sym = u00.conj().T.dot(u10)
+    n_u_sym = norm(u_sym, 1)
+    u_sym = u_sym - u_sym.conj().T
+    sym_threshold = np.max([np.spacing(1000.), 0.1*n_u_sym])
+
+    if norm(u_sym, 1) > sym_threshold:
+        raise LinAlgError('The associated symplectic pencil has eigenvalues '
+                          'too close to the unit circle')
+
+    return (x + x.conj().T)/2
+
+
+def _are_validate_args(a, b, q, r, e, s, eq_type='care'):
+    """
+    A helper function to validate the arguments supplied to the
+    Riccati equation solvers. Any discrepancy found in the input
+    matrices leads to a ``ValueError`` exception.
+
+    Essentially, it performs:
+
+        - a check whether the input is free of NaN and Infs
+        - a pass for the data through ``numpy.atleast_2d()``
+        - squareness check of the relevant arrays
+        - shape consistency check of the arrays
+        - singularity check of the relevant arrays
+        - symmetricity check of the relevant matrices
+        - a check whether the regular or the generalized version is asked.
+
+    This function is used by ``solve_continuous_are`` and
+    ``solve_discrete_are``.
+
+    Parameters
+    ----------
+    a, b, q, r, e, s : array_like
+        Input data
+    eq_type : str
+        Accepted arguments are 'care' and 'dare'.
+
+    Returns
+    -------
+    a, b, q, r, e, s : ndarray
+        Regularized input data
+    m, n : int
+        shape of the problem
+    r_or_c : type
+        Data type of the problem, returns float or complex
+    gen_or_not : bool
+        Type of the equation, True for generalized and False for regular ARE.
+
+    """
+
+    if eq_type.lower() not in ("dare", "care"):
+        raise ValueError("Equation type unknown. "
+                         "Only 'care' and 'dare' is understood")
+
+    a = np.atleast_2d(_asarray_validated(a, check_finite=True))
+    b = np.atleast_2d(_asarray_validated(b, check_finite=True))
+    q = np.atleast_2d(_asarray_validated(q, check_finite=True))
+    r = np.atleast_2d(_asarray_validated(r, check_finite=True))
+
+    # Get the correct data types otherwise NumPy complains
+    # about pushing complex numbers into real arrays.
+    r_or_c = complex if np.iscomplexobj(b) else float
+
+    for ind, mat in enumerate((a, q, r)):
+        if np.iscomplexobj(mat):
+            r_or_c = complex
+
+        if not np.equal(*mat.shape):
+            raise ValueError(f"Matrix {'aqr'[ind]} should be square.")
+
+    # Shape consistency checks
+    m, n = b.shape
+    if m != a.shape[0]:
+        raise ValueError("Matrix a and b should have the same number of rows.")
+    if m != q.shape[0]:
+        raise ValueError("Matrix a and q should have the same shape.")
+    if n != r.shape[0]:
+        raise ValueError("Matrix b and r should have the same number of cols.")
+
+    # Check if the data matrices q, r are (sufficiently) hermitian
+    for ind, mat in enumerate((q, r)):
+        if norm(mat - mat.conj().T, 1) > np.spacing(norm(mat, 1))*100:
+            raise ValueError(f"Matrix {'qr'[ind]} should be symmetric/hermitian.")
+
+    # Continuous time ARE should have a nonsingular r matrix.
+    if eq_type == 'care':
+        min_sv = svd(r, compute_uv=False)[-1]
+        if min_sv == 0. or min_sv < np.spacing(1.)*norm(r, 1):
+            raise ValueError('Matrix r is numerically singular.')
+
+    # Check if the generalized case is required with omitted arguments
+    # perform late shape checking etc.
+    generalized_case = e is not None or s is not None
+
+    if generalized_case:
+        if e is not None:
+            e = np.atleast_2d(_asarray_validated(e, check_finite=True))
+            if not np.equal(*e.shape):
+                raise ValueError("Matrix e should be square.")
+            if m != e.shape[0]:
+                raise ValueError("Matrix a and e should have the same shape.")
+            # numpy.linalg.cond doesn't check for exact zeros and
+            # emits a runtime warning. Hence the following manual check.
+            min_sv = svd(e, compute_uv=False)[-1]
+            if min_sv == 0. or min_sv < np.spacing(1.) * norm(e, 1):
+                raise ValueError('Matrix e is numerically singular.')
+            if np.iscomplexobj(e):
+                r_or_c = complex
+        if s is not None:
+            s = np.atleast_2d(_asarray_validated(s, check_finite=True))
+            if s.shape != b.shape:
+                raise ValueError("Matrix b and s should have the same shape.")
+            if np.iscomplexobj(s):
+                r_or_c = complex
+
+    return a, b, q, r, e, s, m, n, r_or_c, generalized_case